-11.2%
AXP vs RCAT
-56.7%
+45.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.6% | -19.9% | -2.3% |
| 7D | +0.6% | -12.7% | +13.3% | +1.3% |
| 30D | +5.8% | -34.3% | +40.1% | +8.4% |
| 3M | -6.0% | -53.4% | +47.4% | -1.7% |
| 6M | +0.3% | -62.0% | +62.3% | +5.1% |
| YTD | -12.3% | -49.1% | +36.8% | -12.9% |
| 1Y | -11.2% | -53.1% | +41.9% | -11.6% |
| All | -11.2% | -56.7% | +45.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling